+2,486.9%
VRT vs KR
+144.0%
+2,342.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.8% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -10.9% | +5.1% | -15.9% | -10.5% |
| 3M | -13.7% | -8.2% | -5.5% | -13.8% |
| 6M | -4.1% | -18.0% | +13.9% | -4.6% |
| YTD | +58.7% | -4.8% | +63.5% | +58.4% |
| 1Y | +89.6% | -11.0% | +100.7% | +89.2% |
| 3Y | +558.1% | +37.7% | +520.5% | +540.0% |
| 5Y | +953.0% | +52.8% | +900.2% | +930.4% |
| All | +2,486.9% | +144.0% | +2,342.9% | +2,485.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling